How can i set infinite focus on my DA35mm f2.4, there are no infinite markings in the lens.
At the smallest aperture, f22, when I turn manually the focus ring towards the opposite ends it goes from blurry (out of focus) to out of focus while somewhere 3/ distance I get the focus but not sure how to set focus while I am shooting a landscape for example.

The DA35 does not have a distance scale. The 2.4 that is but the 2.8 macro does have a distance scale. But you are right one end is the infinity while the other is close focusing. I believe the counter clockwise direction will get you to infinity. Aperture does not have to do with focus but depth of field a smaller aperture the better chance of being in focus.

If the lens is not internal focus, I think it's always shortest at infinity. Internal focus lenses don't change length at all.

Turning the focus ring all the way to the end where the lens is shortest should get you pretty close, but may be a few degrees past infinity. Autofocus lenses often have a little extra distance beyond infinity so they can overshoot and correct. It's a safety zone, like the shoulder to the road.

My FA 35/2 does not seem to have this, though. Infinity is right at the stop and the distance scale agrees. It is pretty hard to see the focus difference between "infinity" and "almost infinity" with the stock focus screen. With a split prism and a mountain 55 miles away, no problem.

Irrelevant to topic: Zoom length can go any way - the DA 16-45 is long at 16mm, the DA 18-55 is shortest at about 28mm, and my F70-210 is longest at 210mm.

Thanks everybody, but I keep getting stuck around this topic trying to understand.
Isn't depth of field related to focus distance? in other words, when I am on a large aperture size (small f number) means less area in focus and small aperture means - more depth of field - which means more area in focus so depth of field is dependent on focus, isn't it?

Therefore, if aperture size is not a deciding factor for infinity - then even at large aperture sizes I must be able to achieve infinite focus?

As most of you know, I am still a beginner trying to understand with my various questions. Pls don't mind.

While focusing, the aperture is wide open; it only closes when you actually take the photo. So you will only notice the effect of deep DOF in the photo. You can use the preview to judge the DOF; not sure which options are available for the K-r to achieve this.

There is probably a function 'optical preview' that will close the aperture to the desired value. The view in the viewfinder will dim, but it allows you to judge the DOF. And it's my understanding that 'live view' should do the trick as well (but I have never used it).

Sany,
I think the topic you are really referring to is called "Hyper-focal Distance", where you can achieve (fairly) sharp focus from your toes to infinity (with a wide enough angle lens). If your lens doesn't have a distance scale, you won't know where to set the focus ring to achieve the correct setting.
The "old school" rule of thumb was (and still is) to focus 1/3 of the way into the zone you want to be sharp and stop down to a small aperture.

As others have mentioned DOF as a result of f stop will affect What is in acceptable focus but that isn't what we got from your question. The closer you are to your subject, the smaller the DOF will be. The 3 images below were taken at about 15 inches.

f2.8

f5.0

f7.1

Try and ignore the processing that adds all the grain, the point here, is how deep into the scene actual detail can be seen. These are the only direct compare I have online right now.

The further away from your actual focal point you are, the more of the scene will be in reasonable focus.

It now seems that your question is How do you See, In the viewfinder, what your DOF is. The answer is simple. Optical Preview. The lens is held wide open on our cameras (M42 lenses set on M are the exception) until the picture is taken. Optical Preview will stop the lens down to your chosen aperture (viewfinder will also darken) so you can judge what your DOF is. There is also digital preview but I don't think it's as useful because at that point, you might as well just take the picture and delete if you don't want it.

Older and some modern lenses have distance scales with the f numbers on a scale directly below them. This is/was there as a guide as to what the actual DOF would be in terms of feet/meters. There are also DOF scales available. Note that format size also affects DOF. That is, our APS-C sensors have greater DOF (for a lot of reasons and with everything else being equivalent) than a 35mm frame for instance. Point and shoot cameras have even more DOF and without some creative processing and cropping, the thin DOF we can get with our larger cameras is very difficult to get.